Loading Events

Events Search and Views Navigation

Notice: Utilizing the form controls will dynamically update the content

10:00 am

Jose OLMO (Univ. of Zarragoza and Univ. of Southampton.) “MEASURING AND TESTING SYSTEMIC RISK FROM THE CROSS-SECTION OF STOCK RETURNS”

May 16 @ 10:00 am - 11:00 am

Finance & Financial Econometrics :  Time: 10:00 am Date: 16th of May 2023 Room 3001 Jose OLMO (Univ. of Zarragoza Univ. of Southampton) "MEASURING AND TESTING SYSTEMIC RISK FROM THE CROSS-SECTION OF STOCK RETURNS" Abstract : This study proposes a novel measure of systemic risk that is obtained by aggregating downside risk information from the […]

Find out more »

11:00 am

Stefan VOIGT (Univ. of Copenhagen) “MARKET RESPONSES TO A VIX IMPULSE”

May 16 @ 11:00 am - 12:00 pm

Finance & Financial Econometrics :  Time: 11.00 am Date: 16th of May 2023 Room 3001 Stefan VOIGT (Univ. of Copenhagen) "MARKET RESPONSES TO A VIX IMPULSE " Abstract : Implied variance (VIX) impulses can be caused by either (i) an increase in expected future realized variance, or (ii) an increase in the variance risk premium. […]

Find out more »

12:00 pm

Gaël LE MENS (Universitat Pompeu Fabra) – Scaling Political Texts with ChatGPT

May 16 @ 12:00 pm - 1:30 pm

Sociology seminar - Thursdays Time: 12:00 pm - 1:30 pm  Date: 16th May 2024 Place: room 3105 ZOOM LINK: https://zoom.us/j/97751150432?pwd=NUpGdDg1OW9uSFNxZWNxUTR0ZjRNUT09 Gaël LE MENS (Universitat Pompeu Fabra) - Scaling Political Texts with ChatGPT   Abstract: We use GPT-4 to obtain position estimates of political texts in continuous spaces. We develop and validate a new approach by […]

Find out more »
+ Export Events